The only way a user can compensate for EVF lag is either by trying to also follow the subject with the other eye that is not looking through the viewfinder (hard to do, especially with tele lenses and almost guaranteed to give you a a bad headache!). Or by luck.

Both cases are by luck. With a DSLR you press the shutter and the subject get captured a little to the right (lag) so you learn to anticipate the action and shoot when he is on the left so he gets captured on the middle.

Well if you happen work that way then that's possibly true. But many sports photographers work by selecting a point at which they want their subject to be captured (a point on the circuit for a car perhaps, or a point on the track for an athlete) and then by experience they know how long in advance in terms of time to fire the shutter before the subject reaches this point in order to compensate for shutter lag.

I haven't shoot sports, but aren't we talking about the same? (shooting ahead of time)

Or for ball sports for example by pre-anticipating the timing of peak action - not by the position of subject in the viewfinder - because in many occasions you are following the action anyway. Getting this right is luck at first (and probably remains so with many amateurs) but with sufficient practise it becomes a skill and then ceases to be luck. Which is why if you have learned this skill and you change to a camera with a different shutter lag time you have to re-learn it. And another reason why sports photographers rarely mix pro and consumer bodies for action, because of the differing lag times between the bodies, even if in many respects the consumer body may seem perfectly adequate in isolation.

With EVF you see the subject in the middle when he is actually already a little to the right (EVF lag), so you shoot the subject when you see it on the left so he gets capture on the middle.

The problem with EVF lag is that you don't actually know where the subject is because of the delay in the optical signal reaching you compared with the actual position of the subject. Granted as EVFs improve and this delay becomes smaller and smaller this will become less of an issue but it is still very hard even for an experienced professional sports photographer to compensate for this, especially with erratically moving subjects. In this respect shutter lag and EVF lag are not the same thing at all and the problem is compounded when both are combined.

I think it is a problem of getting used to.. with EVF you don't know where the subject actually is, and with OVF you don't know where the subject is going to be. What I am trying to say is you basically use the same anticipatory skills, either with EVF or with OVF, you shoot before the moment you want to capture.

In both cases you shoot when the subject is in the middle and hope for the anticipation to be correct (luck). Asuming the subject is moving L to R you shoot on X and the subject get capture on [M]: